Creating the door of a castle
Go to Edit Mode and select desired faces. For example:





Press X and Remove Faces.
Change Transformation Orientation to Normal (a). It will help to reduce distortion of the mesh.
Enable Proportional Editing (b).
Grab handles and position vertices (c). You can use mouse scroll to change size of the influance ring.






Update:


Turn off Proportional Editing and change Transforamtion Orientation to Global.
Select loop around cutted hole.





Press E to extrude it along Y axis.
Now turn on Snap and choose Vertex.





We need to remove the vertex that is overlaping our mesh. To do so, grab it and position over the nearest vertex, then hit A to select the whole mesh and W > Remove Doubles.
To make face and complete frame select vertex point, extrude it along Z axis (E > Z and hover cursor over another vertex on the bottom). Now select all 4 of them and hit F to make a new face.